+211.6%
XOM vs DRI
+78.6%
+133.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | +1.1% | +1.8% | +2.7% |
| 30D | -3.6% | +9.7% | -13.3% | -4.7% |
| 3M | +8.2% | +3.2% | +5.1% | +7.7% |
| 6M | +14.0% | +20.6% | -6.5% | +11.1% |
| YTD | +44.6% | +28.3% | +16.4% | +38.8% |
| 1Y | +47.8% | +34.5% | +13.2% | +40.6% |
| 3Y | +79.6% | +66.5% | +13.0% | +64.5% |
| All | +211.6% | +78.6% | +133.0% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling